+348.0%
VT vs ADM
+244.4%
+103.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -4.2% | -7.5% | +3.3% | -1.3% |
| 30D | -5.8% | -14.3% | +8.5% | -0.2% |
| 3M | -5.2% | -8.6% | +3.3% | -2.5% |
| 6M | +0.1% | -9.9% | +10.0% | +3.1% |
| YTD | +8.2% | +25.1% | -16.9% | -3.2% |
| 1Y | +10.1% | +28.8% | -18.7% | -3.0% |
| 3Y | +69.7% | +6.9% | +62.8% | +54.2% |
| 5Y | +53.4% | +25.9% | +27.5% | +24.9% |
| 10Y | +219.2% | +101.7% | +117.5% | +98.6% |
| All | +348.0% | +244.4% | +103.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling